+116.9%
CTAS vs CLBK
+27.9%
+89.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | +0.5% | +2.5% | -2.0% | +0.1% |
| 30D | +10.2% | +3.7% | +6.6% | +9.6% |
| 3M | +12.1% | -3.3% | +15.4% | +12.6% |
| 6M | +38.3% | +29.6% | +8.6% | +32.1% |
| YTD | +21.9% | +60.3% | -38.4% | +12.2% |
| 1Y | +24.0% | +63.4% | -39.4% | +13.7% |
| 3Y | +75.1% | +53.8% | +21.3% | +60.0% |
| 5Y | +116.9% | +29.0% | +88.0% | +92.5% |
| All | +116.9% | +27.9% | +89.1% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling